+696.3%
TEVA vs SBAC
+2,159.8%
-1,463.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.8% |
| 7D | +2.0% | -2.1% | +4.1% | +2.2% |
| 30D | +1.0% | +2.0% | -1.1% | +0.7% |
| 3M | +7.3% | -8.3% | +15.6% | +8.1% |
| 6M | +21.7% | +0.3% | +21.4% | +21.3% |
| YTD | +18.8% | -2.2% | +21.0% | +18.6% |
| 1Y | +86.5% | -4.6% | +91.1% | +86.5% |
| 3Y | +269.4% | -8.3% | +277.7% | +268.8% |
| 5Y | +303.6% | -42.8% | +346.4% | +318.9% |
| 10Y | -22.9% | +85.6% | -108.6% | -27.5% |
| All | +696.3% | +2,159.8% | -1,463.5% | +537.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling